AAUTX vs. SCHX
Compare and contrast key facts about Thrivent Large Cap Value Fund (AAUTX) and Schwab U.S. Large-Cap ETF (SCHX).
AAUTX is managed by Thrivent. It was launched on Oct 29, 1999. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Performance
AAUTX vs. SCHX - Performance Comparison
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AAUTX vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AAUTX Thrivent Large Cap Value Fund | 2.50% | 19.31% | 21.28% | 12.63% | -4.89% | 31.65% | 4.31% | 23.66% | -8.82% | 12.59% |
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 31.22% | -4.66% | 21.95% |
Returns By Period
In the year-to-date period, AAUTX achieves a 2.50% return, which is significantly higher than SCHX's -3.70% return. Over the past 10 years, AAUTX has underperformed SCHX with an annualized return of 12.04%, while SCHX has yielded a comparatively higher 14.02% annualized return.
AAUTX
- 1D
- 1.87%
- 1M
- -4.68%
- YTD
- 2.50%
- 6M
- 7.42%
- 1Y
- 20.15%
- 3Y*
- 18.59%
- 5Y*
- 12.77%
- 10Y*
- 12.04%
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
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AAUTX vs. SCHX - Expense Ratio Comparison
AAUTX has a 0.86% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Return for Risk
AAUTX vs. SCHX — Risk / Return Rank
AAUTX
SCHX
AAUTX vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Large Cap Value Fund (AAUTX) and Schwab U.S. Large-Cap ETF (SCHX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AAUTX | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.98 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.50 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.51 | +0.29 |
Martin ratioReturn relative to average drawdown | 8.16 | 7.02 | +1.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AAUTX | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.98 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.66 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.78 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.80 | -0.37 |
Correlation
The correlation between AAUTX and SCHX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AAUTX vs. SCHX - Dividend Comparison
AAUTX's dividend yield for the trailing twelve months is around 5.15%, more than SCHX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAUTX Thrivent Large Cap Value Fund | 5.15% | 5.28% | 16.25% | 3.22% | 6.12% | 7.62% | 6.33% | 1.52% | 7.44% | 1.08% | 1.18% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Drawdowns
AAUTX vs. SCHX - Drawdown Comparison
The maximum AAUTX drawdown since its inception was -54.34%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for AAUTX and SCHX.
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Drawdown Indicators
| AAUTX | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.34% | -34.33% | -20.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -12.19% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -18.71% | -25.41% | +6.70% |
Max Drawdown (10Y)Largest decline over 10 years | -38.88% | -34.33% | -4.55% |
Current DrawdownCurrent decline from peak | -4.70% | -5.67% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -8.03% | -4.00% | -4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.62% | -0.04% |
Volatility
AAUTX vs. SCHX - Volatility Comparison
The current volatility for Thrivent Large Cap Value Fund (AAUTX) is 4.21%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 5.36%. This indicates that AAUTX experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAUTX | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 5.36% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 9.67% | -1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 18.33% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.91% | 17.13% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.82% | 18.13% | -0.31% |